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Lord Abbett CA Tax-Free Income A (LCFIX)
On
Dec 29
:
9.86
0.01
(0.10%)
MORE ON LCFIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
4.45%
Worst 1 Yr Total Return
(2008)
:
-13.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LCFIX
Category
Alpha (against Standard Index)
-4.19
-3.17
Beta (against Standard Index)
1.41
1.26
Mean Annual Return
0.49
0.14
R-squared (against Standard Index)
86
85.78
Standard Deviation
9.26
8.43
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-1.26
N/A
5 Years
Statistic
LCFIX
Category
Alpha (against Standard Index)
-2.62
-1.78
Beta (against Standard Index)
1.38
1.22
Mean Annual Return
2.26
0.26
R-squared (against Standard Index)
85
86.44
Standard Deviation
7.34
6.57
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-0.53
N/A
10 Years
Statistic
LCFIX
Category
Alpha (against Standard Index)
-2.02
-1.52
Beta (against Standard Index)
1.31
1.18
Mean Annual Return
4.31
0.38
R-squared (against Standard Index)
88
87.22
Standard Deviation
6.57
6.01
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.05
N/A
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